E-mini S&P 500 Future December 2008

Trading Metrics calculated at close of trading on 03-Dec-2008

Day Change Summary
	Previous	Current
	02-Dec-2008	03-Dec-2008	Change	Change %	Previous Week
Open	816.00	848.50	32.50	4.0%	801.00
High	850.75	873.75	23.00	2.7%	897.00
Low	813.00	826.00	13.00	1.6%	783.25
Close	849.00	868.50	19.50	2.3%	895.25
Range	37.75	47.75	10.00	26.5%	113.75
ATR	58.43	57.67	-0.76	-1.3%	0.00
Volume	2,630,581	3,242,501	611,920	23.3%	12,985,730

Daily Pivots for day following 03-Dec-2008
	Classic	Woodie	Camarilla	DeMark
R4	999.25	981.75	894.75
R3	951.50	934.00	881.75
R2	903.75	903.75	877.25
R1	886.25	886.25	873.00	895.00
PP	856.00	856.00	856.00	860.50
S1	838.50	838.50	864.00	847.25
S2	808.25	808.25	859.75
S3	760.50	790.75	855.25
S4	712.75	743.00	842.25

Weekly Pivots for week ending 28-Nov-2008
	Classic	Woodie	Camarilla	DeMark
R4	1,199.75	1,161.25	957.75
R3	1,086.00	1,047.50	926.50
R2	972.25	972.25	916.00
R1	933.75	933.75	905.75	953.00
PP	858.50	858.50	858.50	868.00
S1	820.00	820.00	884.75	839.25
S2	744.75	744.75	874.50
S3	631.00	706.25	864.00
S4	517.25	592.50	832.75

High/Low/Range Statistics
Trading Days	High	Low	Range	Range %	Average Range	Average Range %	Close %	New High	New Low	Average Volume
5	897.50	813.00	84.50	9.7%	50.00	5.8%	66%	False	False	2,411,259
10	897.50	739.00	158.50	18.2%	57.50	6.6%	82%	False	False	3,092,776
20	1,008.50	739.00	269.50	31.0%	56.50	6.5%	48%	False	False	3,031,738
40	1,067.00	739.00	328.00	37.8%	66.00	7.6%	39%	False	False	3,334,416
60	1,291.25	739.00	552.25	63.6%	62.75	7.2%	23%	False	False	3,256,987
80	1,309.00	739.00	570.00	65.6%	53.00	6.1%	23%	False	False	2,447,699
100	1,315.25	739.00	576.25	66.4%	47.50	5.5%	22%	False	False	1,958,915
120	1,371.75	739.00	632.75	72.9%	43.75	5.0%	20%	False	False	1,632,881

Crabel Price Patterns
NR	False
NR4	False
NR5	False
NR7	False
WS	True
WS4	False
WS5	False
WS7	False
ID	False
OD	False
IDnr4	False
2BNR	False
3BNR	False
4BNR	False
8BNR	False
Bear Hook	False
Bull Hook	False
Stretch	10.45
Widest range in 2 trading days

Fibonacci Retracements and Extensions
4.250	1,076.75
2.618	998.75
1.618	951.00
1.000	921.50
0.618	903.25
HIGH	873.75
0.618	855.50
0.500	850.00
0.382	844.25
LOW	826.00
0.618	796.50
1.000	778.25
1.618	748.75
2.618	701.00
4.250	623.00

Fisher Pivots for day following 03-Dec-2008
Pivot	1 day	3 day
R1	862.25	864.00
PP	856.00	859.75
S1	850.00	855.25

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

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